-58.6%
AMBA vs FGI
-70.3%
+11.7%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | 0.0% | -9.4% | -9.4% |
| 7D | -14.6% | -11.6% | -3.0% | -14.3% |
| 30D | -18.8% | -3.3% | -15.5% | -18.8% |
| 3M | -32.6% | +65.6% | -98.2% | -34.4% |
| 6M | -25.8% | -2.8% | -23.0% | -26.9% |
| YTD | -22.1% | +30.1% | -52.3% | -24.9% |
| 1Y | -36.2% | +50.2% | -86.4% | -38.9% |
| 3Y | +10.0% | -0.4% | +10.4% | +4.2% |
| All | -58.6% | -70.3% | +11.7% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling